Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344233.9478 | 274392.2376 | 69841.7102 | 598484.4882 | 464365.2481 | 134119.2401 |
Total P&L (%) | 344.2339 | 274.3922 | 69.8417 | 598.4845 | 464.3652 | 134.1192 |
Avg Daily Profit (%) | 0.191 | 0.1522 | 0.0388 | 0.1079 | 0.0961 | 0.0472 |
Buy And Hold Return (%) | 71.0375 | 71.0375 | 71.0375 | 71.0375 | 71.0375 | 71.0375 |
Max Trade Drawdown | -133596 | -100612 | -107251 | -350907 | -284817 | -268374 |
Profit Factor | 1.2105 | 1.3547 | 1.0811 | 1.1222 | 1.1932 | 1.0537 |
Total Trades | 950 | 475 | 475 | 950 | 475 | 475 |
Winning Trades | 586 | 310 | 276 | 586 | 310 | 276 |
Losing Trades | 364 | 165 | 199 | 364 | 165 | 199 |
Profitability (%) | 61.6842 | 65.2632 | 58.1053 | 61.6842 | 65.2632 | 58.1053 |
Ratio Avg Win / Avg Loss | 0.7519 | 0.7211 | 0.7795 | 0.697 | 0.6351 | 0.7598 |
Largest Winning Trade | 25972 | 25972 | 22958 | 44174 | 42671 | 44174 |
Largest Losing Trade | -36678 | -36678 | -26711 | -173308 | -173308 | -80753 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 10553 | 5192 | 5361 | 10553 | 5192 | 5361 |
Profit Streak | 605.5463 | 0 | 613.713 | 605.5463 | 0 | 613.713 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421123 | 280919 | -435732 | -128592 | -70516 | -296372 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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